A new characterization of the hazard rate and reversed hazard rate orders with applications
Abstract
We propose a general characterization of the hazard rate and reversed hazard rate stochastic orders for random variables that are absolutely continuous with respect to a common dominating measure. This framework is useful in giving a unified treatment of continuous, discrete, and mixed distributions without requiring ad hoc approximation techniques or restrictive integrability assumptions. Using this result, we provide direct proofs of the bivariate characterizations of both orders. Additionally, we introduce the class of G̅-IFR and G̅-DRHR distributions on additive groups, unifying aging properties across different domains and proving their closure under convolution. Finally, we revisit and extend the classic results of Shanthikumar and Yao (1991) on the preservation of hazard rate orders under random sums, simplifying the underlying conditions and accommodating discrete and mixed sum components.
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BibTeX
@misc{sanguesa2026characterization,
title = {{A new characterization of the hazard rate and reversed hazard rate orders with applications}},
author = {Carmen Sangüesa},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.39510},
eprint = {2609.39510},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.39510},
}
RIS
TY - UNPB
TI - A new characterization of the hazard rate and reversed hazard rate orders with applications
AU - Carmen Sangüesa
PY - 2026
DA - 2026/09/30
PB - arXiv
DO - 10.48550/arxiv.2609.39510
UR - https://arxiv.org/abs/2609.39510
AB - We propose a general characterization of the hazard rate and reversed hazard rate stochastic orders for random variables that are absolutely continuous with respect to a common dominating measure. This framework is useful in giving a unified treatment of continuous, discrete, and mixed distributions without requiring ad hoc approximation techniques or restrictive integrability assumptions. Using this result, we provide direct proofs of the bivariate characterizations of both orders. Additionally, we introduce the class of G̅-IFR and G̅-DRHR distributions on additive groups, unifying aging properties across different domains and proving their closure under convolution. Finally, we revisit and extend the classic results of Shanthikumar and Yao (1991) on the preservation of hazard rate orders under random sums, simplifying the underlying conditions and accommodating discrete and mixed sum components.
ER -